Dynamic Term Structure Models: The Best Way to Enforce the Zero Lower Bound in the United States
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Elsevier BV
Reference13 articles.
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3. Estimating a� ne multifactor term structure models using closed-form likelihood expansions;Y Ait-Sahalia;Journal of Financial Economics,2010
4. The SR approach: A new estimation procedure for nonlinear and non-Gaussian dynamic term structure models;M M Andreasen;Journal of Econometrics,2015
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